****************************************** PS4 time: 20091126 hour: 15:54:45 ****************************************** /********** var *** mean *** std *** min *** max **********/ ID YPOISS YPROB Z1 Z2 E1 E2 E3 125.50000 3.0760000 0.75600000 1.0163988 2.4575811 1.0163988 1.9493817 0.0075036707 72.312977 3.7904742 0.43035430 0.95381936 2.2039724 0.95381936 2.1204456 0.52683868 1.0000000 0.00000000 0.00000000 -1.4829080 -3.3404989 -1.4829080 -3.6760831 -1.5148770 250.00000 31.000000 1.0000000 4.3285809 8.2980251 4.3285809 7.3050590 1.4136000 Nobs used in computations: 250.00000 enter 0 for newton-raphson, 1 for bhhh: ? 0 newton-raphson method used... np 3.0000000 iteration 1.0000000 --------- logl -1101.6537 c1 change in beta's 2.9975789 c2 norm of grad 1082.6347 c3 function movement 99998898. c4 grad*direc 3234.6266 iteration 2.0000000 --------- logl -216917.06 c1 change in beta's 0.94892348 c2 norm of grad 854442.91 c3 function movement 215815.41 c4 grad*direc 218308.67 iteration 3.0000000 --------- logl -78994.331 c1 change in beta's 0.86498678 c2 norm of grad 313991.05 c3 function movement 137922.73 c4 grad*direc 79689.789 iteration 4.0000000 --------- logl -28687.445 c1 change in beta's 0.65910559 c2 norm of grad 115190.43 c3 function movement 50306.886 c4 grad*direc 28796.481 iteration 5.0000000 --------- logl -10533.136 c1 change in beta's 0.24642825 c2 norm of grad 42107.703 c3 function movement 18154.309 c4 grad*direc 10277.450 iteration 6.0000000 --------- logl -4054.8341 c1 change in beta's 0.41773023 c2 norm of grad 15336.067 c3 function movement 6478.3017 c4 grad*direc 3722.8064 iteration 7.0000000 --------- logl -1697.2584 c1 change in beta's 0.73434501 c2 norm of grad 5645.0011 c3 function movement 2357.5757 c4 grad*direc 1418.9692 iteration 8.0000000 --------- logl -800.23589 c1 change in beta's 0.59914370 c2 norm of grad 2115.2188 c3 function movement 897.02254 c4 grad*direc 502.57568 iteration 9.0000000 --------- logl -491.41996 c1 change in beta's 0.29574357 c2 norm of grad 720.17507 c3 function movement 308.81593 c4 grad*direc 115.32586 iteration 10.000000 --------- logl -425.20077 c1 change in beta's 0.079236538 c2 norm of grad 163.37599 c3 function movement 66.219190 c4 grad*direc 8.5448641 iteration 11.000000 --------- logl -420.71322 c1 change in beta's 0.0064115254 c2 norm of grad 12.589292 c3 function movement 4.4875542 c4 grad*direc 0.055417305 iteration 12.000000 --------- logl -420.68539 c1 change in beta's 4.2037330e-005 c2 norm of grad 0.084057566 c3 function movement 0.027831038 c4 grad*direc 2.4596837e-006 iteration 13.000000 --------- logl -420.68538 c1 change in beta's 1.8638193e-009 c2 norm of grad 3.7444295e-006 c3 function movement 1.2298784e-006 c4 grad*direc 4.8716587e-015 newton-raphson method estimates... ******************************* --------------------- parameter names : alpha beta gamma coefficient estimates: 0.48713076 0.89746053 -0.28646866 t-statistics : 7.0840754 25.062084 -15.673514 --------------------- elapsed time: 0.062000000 secs » matrix of constraints 1.0000000 0.00000000 0.00000000 0.00000000 0.00000000 1.0000000 Wald statistics: 272.92978 Pvalue Chi2(2): 5.4206471e-060 enter 0 for newton-raphson, 1 for bhhh: ? 0 newton-raphson method used... np 3.0000000 iteration 1.0000000 --------- logl -1101.6537 c1 change in beta's 2.2331589 c2 norm of grad 1082.6347 c3 function movement 99998898. c4 grad*direc 2417.6954 iteration 2.0000000 --------- logl -32636.705 c1 change in beta's 0.26615252 c2 norm of grad 118748.51 c3 function movement 31535.051 c4 grad*direc 31605.216 iteration 3.0000000 --------- logl -12569.713 c1 change in beta's 0.27543024 c2 norm of grad 44444.390 c3 function movement 20066.991 c4 grad*direc 12241.329 iteration 4.0000000 --------- logl -4804.1671 c1 change in beta's 0.28127259 c2 norm of grad 16560.286 c3 function movement 7765.5464 c4 grad*direc 4657.9545 iteration 5.0000000 --------- logl -1864.6142 c1 change in beta's 0.27089877 c2 norm of grad 6027.1584 c3 function movement 2939.5529 c4 grad*direc 1632.7498 iteration 6.0000000 --------- logl -851.14970 c1 change in beta's 0.21910865 c2 norm of grad 2031.8019 c3 function movement 1013.4645 c4 grad*direc 445.18537 iteration 7.0000000 --------- logl -586.09323 c1 change in beta's 0.11464451 c2 norm of grad 549.63543 c3 function movement 265.05647 c4 grad*direc 63.012686 iteration 8.0000000 --------- logl -551.38318 c1 change in beta's 0.023562775 c2 norm of grad 81.414156 c3 function movement 34.710049 c4 grad*direc 1.9183434 iteration 9.0000000 --------- logl -550.40327 c1 change in beta's 0.00081128122 c2 norm of grad 2.6245979 c3 function movement 0.97991187 c4 grad*direc 0.0021292870 iteration 10.000000 --------- logl -550.40221 c1 change in beta's 9.1688681e-007 c2 norm of grad 0.0029595586 c3 function movement 0.0010654440 c4 grad*direc 2.7135802e-009 newton-raphson method estimates... ******************************* --------------------- parameter names : alpha beta gamma coefficient estimates: 0.00000000 0.78127666 0.00000000 t-statistics : -999.00000 44.387477 -999.00000 --------------------- elapsed time: 0.00000000 secs » likelihood ratio statistics: 259.43365 Pvalue Chi2(2): 4.6206148e-057 score: 25.892143 -3.7735882e-009 -858.29325 LM/score statistics: 261.93541 enter 0 for newton-raphson, 1 for bhhh: ? 0 newton-raphson method used... np 3.0000000 iteration 1.0000000 --------- logl -550.40221 c1 change in beta's 0.70945710 c2 norm of grad 858.29324 c3 function movement 99999450. c4 grad*direc 261.93541 newton-raphson method estimates... ******************************* --------------------- parameter names : alpha beta gamma coefficient estimates: 0.70945710 0.86584317 -0.28377952 t-statistics : 8.7686265 24.090344 -16.074769 --------------------- elapsed time: 0.00000000 secs » LM/score statistics: 261.93541 Pvalue Chi2(2): 1.3226576e-057 enter 0 for newton-raphson, 1 for bhhh: ? 1 bhhh method used (Gauss-Newton)... np 3.0000000 iteration 1.0000000 --------- logl -1101.6537 c1 change in beta's 0.20496370 c2 norm of grad 1082.6347 c3 function movement 99998898. c4 grad*direc 66.192283 iteration 2.0000000 --------- logl -1039.8935 c1 change in beta's 0.16236140 c2 norm of grad 1042.8156 c3 function movement 61.760274 c4 grad*direc 52.542128 iteration 3.0000000 --------- logl -990.08193 c1 change in beta's 0.12662150 c2 norm of grad 1009.1471 c3 function movement 49.811538 c4 grad*direc 44.691219 iteration 4.0000000 --------- logl -946.99254 c1 change in beta's 0.10137265 c2 norm of grad 982.20181 c3 function movement 43.089397 c4 grad*direc 40.460077 iteration 5.0000000 --------- logl -907.64988 c1 change in beta's 0.083949436 c2 norm of grad 959.78928 c3 function movement 39.342658 c4 grad*direc 37.721113 iteration 6.0000000 --------- logl -870.87475 c1 change in beta's 0.071131728 c2 norm of grad 939.59664 c3 function movement 36.775126 c4 grad*direc 35.500132 iteration 7.0000000 --------- logl -836.25909 c1 change in beta's 0.060717722 c2 norm of grad 920.01239 c3 function movement 34.615659 c4 grad*direc 33.458199 iteration 8.0000000 --------- logl -803.65216 c1 change in beta's 0.051358894 c2 norm of grad 900.04923 c3 function movement 32.606931 c4 grad*direc 31.501433 iteration 9.0000000 --------- logl -772.96702 c1 change in beta's 0.042265248 c2 norm of grad 879.14396 c3 function movement 30.685138 c4 grad*direc 29.627688 iteration 10.000000 --------- logl -744.10810 c1 change in beta's 0.033039528 c2 norm of grad 857.00898 c3 function movement 28.858925 c4 grad*direc 27.872940 iteration 11.000000 --------- logl -716.94217 c1 change in beta's 0.032965878 c2 norm of grad 833.53679 c3 function movement 27.165927 c4 grad*direc 26.286526 iteration 12.000000 --------- logl -691.29188 c1 change in beta's 0.034453854 c2 norm of grad 808.73182 c3 function movement 25.650286 c4 grad*direc 24.909884 iteration 13.000000 --------- logl -666.94903 c1 change in beta's 0.035770155 c2 norm of grad 782.64777 c3 function movement 24.342850 c4 grad*direc 23.756792 iteration 14.000000 --------- logl -643.70379 c1 change in beta's 0.036957154 c2 norm of grad 755.32391 c3 function movement 23.245245 c4 grad*direc 22.805186 iteration 15.000000 --------- logl -621.37690 c1 change in beta's 0.038081845 c2 norm of grad 726.73082 c3 function movement 22.326889 c4 grad*direc 22.007270 iteration 16.000000 --------- logl -599.83905 c1 change in beta's 0.039230638 c2 norm of grad 696.74012 c3 function movement 21.537849 c4 grad*direc 21.310169 iteration 17.000000 --------- logl -579.01115 c1 change in beta's 0.040502564 c2 norm of grad 665.11881 c3 function movement 20.827901 c4 grad*direc 20.672419 iteration 18.000000 --------- logl -558.85192 c1 change in beta's 0.042010177 c2 norm of grad 631.53251 c3 function movement 20.159225 c4 grad*direc 20.069477 iteration 19.000000 --------- logl -539.34307 c1 change in beta's 0.043893003 c2 norm of grad 595.53672 c3 function movement 19.508858 c4 grad*direc 19.491515 iteration 20.000000 --------- logl -520.47820 c1 change in beta's 0.046348992 c2 norm of grad 556.53809 c3 function movement 18.864866 c4 grad*direc 18.939529 iteration 21.000000 --------- logl -502.25717 c1 change in beta's 0.049700425 c2 norm of grad 513.70484 c3 function movement 18.221026 c4 grad*direc 18.423665 iteration 22.000000 --------- logl -484.68544 c1 change in beta's 0.054545274 c2 norm of grad 465.78165 c3 function movement 17.571730 c4 grad*direc 17.965947 iteration 23.000000 --------- logl -467.78073 c1 change in beta's 0.062165281 c2 norm of grad 410.68699 c3 function movement 16.904715 c4 grad*direc 17.610580 iteration 24.000000 --------- logl -451.60189 c1 change in beta's 0.075883770 c2 norm of grad 344.50435 c3 function movement 16.178837 c4 grad*direc 17.445137 iteration 25.000000 --------- logl -436.39067 c1 change in beta's 0.10661560 c2 norm of grad 258.32516 c3 function movement 15.211218 c4 grad*direc 17.469938 iteration 26.000000 --------- logl -423.64394 c1 change in beta's 0.11954680 c2 norm of grad 124.74676 c3 function movement 12.746736 c4 grad*direc 8.8164834 iteration 27.000000 --------- logl -422.04893 c1 change in beta's 0.025164487 c2 norm of grad 64.717989 c3 function movement 1.5950111 c4 grad*direc 1.3926834 iteration 28.000000 --------- logl -421.12444 c1 change in beta's 0.035247437 c2 norm of grad 37.913925 c3 function movement 0.92448367 c4 grad*direc 0.52636482 iteration 29.000000 --------- logl -420.77529 c1 change in beta's 0.0091838011 c2 norm of grad 20.792978 c3 function movement 0.34915525 c4 grad*direc 0.13994673 iteration 30.000000 --------- logl -420.69559 c1 change in beta's 0.0087132158 c2 norm of grad 6.1340255 c3 function movement 0.079702217 c4 grad*direc 0.020280400 iteration 31.000000 --------- logl -420.68656 c1 change in beta's 0.0021295633 c2 norm of grad 2.0058742 c3 function movement 0.0090222057 c4 grad*direc 0.0033060783 iteration 32.000000 --------- logl -420.68570 c1 change in beta's 0.0017625862 c2 norm of grad 0.76382724 c3 function movement 0.00086211648 c4 grad*direc 0.00099792072 iteration 33.000000 --------- logl -420.68549 c1 change in beta's 0.00096529954 c2 norm of grad 0.31626259 c3 function movement 0.00020834089 c4 grad*direc 0.00034682719 iteration 34.000000 --------- logl -420.68542 c1 change in beta's 0.00058366114 c2 norm of grad 0.20169051 c3 function movement 7.0909364e-005 c4 grad*direc 0.00012142212 iteration 35.000000 --------- logl -420.68540 c1 change in beta's 0.00034398137 c2 norm of grad 0.11536862 c3 function movement 2.4712366e-005 c4 grad*direc 4.2692290e-005 iteration 36.000000 --------- logl -420.68539 c1 change in beta's 0.00020414961 c2 norm of grad 0.069001250 c3 function movement 8.7011354e-006 c4 grad*direc 1.4982403e-005 iteration 37.000000 --------- logl -420.68539 c1 change in beta's 0.00012093577 c2 norm of grad 0.040805530 c3 function movement 3.0507093e-006 c4 grad*direc 5.2641071e-006 iteration 38.000000 --------- logl -420.68538 c1 change in beta's 7.1676334e-005 c2 norm of grad 0.024190375 c3 function movement 1.0724595e-006 c4 grad*direc 1.8482816e-006 iteration 39.000000 --------- logl -420.68538 c1 change in beta's 4.2475997e-005 c2 norm of grad 0.014336500 c3 function movement 3.7642940e-007 c4 grad*direc 6.4921707e-007 bhhh method estimates... ********************* --------------------- parameter names : alpha beta gamma coefficient estimates: 0.48711495 0.89745992 -0.28646321 t-statistics : 6.5244495 26.325139 -13.471310 --------------------- elapsed time: 0.00000000 secs » matrix of constraints 1.0000000 0.00000000 0.00000000 0.00000000 0.00000000 1.0000000 Wald statistics: 186.70872 Pvalue Chi2(2): 2.8623032e-041 enter 0 for newton-raphson, 1 for bhhh: ? 1 bhhh method used (Gauss-Newton)... np 3.0000000 iteration 1.0000000 --------- logl -1101.6537 c1 change in beta's 0.030638003 c2 norm of grad 1082.6347 c3 function movement 99998898. c4 grad*direc 33.169766 iteration 2.0000000 --------- logl -1068.7164 c1 change in beta's 0.030618761 c2 norm of grad 1067.2973 c3 function movement 32.937316 c4 grad*direc 32.679321 iteration 3.0000000 --------- logl -1036.2847 c1 change in beta's 0.030607720 c2 norm of grad 1050.9504 c3 function movement 32.431761 c4 grad*direc 32.167195 iteration 4.0000000 --------- logl -1004.3815 c1 change in beta's 0.030606246 c2 norm of grad 1033.5084 c3 function movement 31.903185 c4 grad*direc 31.631813 iteration 5.0000000 --------- logl -973.03164 c1 change in beta's 0.030615897 c2 norm of grad 1014.8766 c3 function movement 31.349846 c4 grad*direc 31.071357 iteration 6.0000000 --------- logl -942.26190 c1 change in beta's 0.030638446 c2 norm of grad 994.94929 c3 function movement 30.769734 c4 grad*direc 30.483700 iteration 7.0000000 --------- logl -912.10141 c1 change in beta's 0.030675898 c2 norm of grad 973.60874 c3 function movement 30.160496 c4 grad*direc 29.866323 iteration 8.0000000 --------- logl -882.58206 c1 change in beta's 0.030730514 c2 norm of grad 950.72272 c3 function movement 29.519344 c4 grad*direc 29.216198 iteration 9.0000000 --------- logl -853.73913 c1 change in beta's 0.030804810 c2 norm of grad 926.14235 c3 function movement 28.842928 c4 grad*direc 28.529639 iteration 10.000000 --------- logl -825.61196 c1 change in beta's 0.030901536 c2 norm of grad 899.69914 c3 function movement 28.127179 c4 grad*direc 27.802085 iteration 11.000000 --------- logl -798.24488 c1 change in beta's 0.031023611 c2 norm of grad 871.20160 c3 function movement 27.367075 c4 grad*direc 27.027819 iteration 12.000000 --------- logl -771.68853 c1 change in beta's 0.031173954 c2 norm of grad 840.43118 c3 function movement 26.556350 c4 grad*direc 26.199563 iteration 13.000000 --------- logl -746.00146 c1 change in beta's 0.031355143 c2 norm of grad 807.13755 c3 function movement 25.687066 c4 grad*direc 25.307913 iteration 14.000000 --------- logl -721.25242 c1 change in beta's 0.031568721 c2 norm of grad 771.03346 c3 function movement 24.749048 c4 grad*direc 24.340540 iteration 15.000000 --------- logl -697.52334 c1 change in beta's 0.031813862 c2 norm of grad 731.78940 c3 function movement 23.729078 c4 grad*direc 23.281047 iteration 16.000000 --------- logl -674.91353 c1 change in beta's 0.032084771 c2 norm of grad 689.02959 c3 function movement 22.609803 c4 grad*direc 22.107357 iteration 17.000000 --------- logl -653.54528 c1 change in beta's 0.032365650 c2 norm of grad 642.33200 c3 function movement 21.368254 c4 grad*direc 20.789493 iteration 18.000000 --------- logl -633.57131 c1 change in beta's 0.032620956 c2 norm of grad 591.23916 c3 function movement 19.973972 c4 grad*direc 19.286786 iteration 19.000000 --------- logl -615.18429 c1 change in beta's 0.032776730 c2 norm of grad 535.29442 c3 function movement 18.387022 c4 grad*direc 17.545201 iteration 20.000000 --------- logl -598.62718 c1 change in beta's 0.032686287 c2 norm of grad 474.13521 c3 function movement 16.557104 c4 grad*direc 15.497720 iteration 21.000000 --------- logl -584.19959 c1 change in beta's 0.032074661 c2 norm of grad 407.70690 c3 function movement 14.427590 c4 grad*direc 13.077061 iteration 22.000000 --------- logl -572.24502 c1 change in beta's 0.030480699 c2 norm of grad 336.70723 c3 function movement 11.954567 c4 grad*direc 10.263072 iteration 23.000000 --------- logl -563.08447 c1 change in beta's 0.027314765 c2 norm of grad 263.36595 c3 function movement 9.1605548 c4 grad*direc 7.1937789 iteration 24.000000 --------- logl -556.84900 c1 change in beta's 0.022299504 c2 norm of grad 192.32216 c3 function movement 6.2354713 c4 grad*direc 4.2886888 iteration 25.000000 --------- logl -553.24505 c1 change in beta's 0.016202016 c2 norm of grad 130.27885 c3 function movement 3.6039442 c4 grad*direc 2.1107800 iteration 26.000000 --------- logl -551.51635 c1 change in beta's 0.010608518 c2 norm of grad 82.762175 c3 function movement 1.7287048 c4 grad*direc 0.87798405 iteration 27.000000 --------- logl -550.80876 c1 change in beta's 0.0065158962 c2 norm of grad 50.480833 c3 function movement 0.70759156 c4 grad*direc 0.32892787 iteration 28.000000 --------- logl -550.54578 c1 change in beta's 0.0038890287 c2 norm of grad 30.178559 c3 function movement 0.26298306 c4 grad*direc 0.11736528 iteration 29.000000 --------- logl -550.45227 c1 change in beta's 0.0022972585 c2 norm of grad 17.885196 c3 function movement 0.093503651 c4 grad*direc 0.041086919 iteration 30.000000 --------- logl -550.41959 c1 change in beta's 0.0013527155 c2 norm of grad 10.560883 c3 function movement 0.032682945 c4 grad*direc 0.014285870 iteration 31.000000 --------- logl -550.40823 c1 change in beta's 0.00079594190 c2 norm of grad 6.2261246 c3 function movement 0.011355859 c4 grad*direc 0.0049556335 iteration 32.000000 --------- logl -550.40429 c1 change in beta's 0.00046831834 c2 norm of grad 3.6679129 c3 function movement 0.0039379150 c4 grad*direc 0.0017177509 iteration 33.000000 --------- logl -550.40293 c1 change in beta's 0.00027558347 c2 norm of grad 2.1600582 c3 function movement 0.0013647495 c4 grad*direc 0.00059527635 iteration 34.000000 --------- logl -550.40246 c1 change in beta's 0.00016218743 c2 norm of grad 1.2718380 c3 function movement 0.00047290258 c4 grad*direc 0.00020627613 iteration 35.000000 --------- logl -550.40229 c1 change in beta's 9.5459510e-005 c2 norm of grad 0.74878096 c3 function movement 0.00016386268 c4 grad*direc 7.1478263e-005 iteration 36.000000 --------- logl -550.40224 c1 change in beta's 5.6188332e-005 c2 norm of grad 0.44081220 c3 function movement 5.6779639e-005 c4 grad*direc 2.4768502e-005 iteration 37.000000 --------- logl -550.40222 c1 change in beta's 3.3074147e-005 c2 norm of grad 0.25950077 c3 function movement 1.9674842e-005 c4 grad*direc 8.5827664e-006 iteration 38.000000 --------- logl -550.40221 c1 change in beta's 1.9468864e-005 c2 norm of grad 0.15276214 c3 function movement 6.8176491e-006 c4 grad*direc 2.9741054e-006 iteration 39.000000 --------- logl -550.40221 c1 change in beta's 1.1460360e-005 c2 norm of grad 0.089926605 c3 function movement 2.3624425e-006 c4 grad*direc 1.0305913e-006 iteration 40.000000 --------- logl -550.40221 c1 change in beta's 6.7462014e-006 c2 norm of grad 0.052936833 c3 function movement 8.1863436e-007 c4 grad*direc 3.5712254e-007 bhhh method estimates... ********************* --------------------- parameter names : alpha beta gamma coefficient estimates: 0.00000000 0.78126701 0.00000000 t-statistics : -999.00000 69.206807 -999.00000 --------------------- elapsed time: 0.00000000 secs » likelihood ratio statistics: 259.43365 Pvalue Chi2(2): 4.6206137e-057 enter 0 for newton-raphson, 1 for bhhh: ? 1 bhhh method used (Gauss-Newton)... np 3.0000000 iteration 1.0000000 --------- logl -550.40221 c1 change in beta's 0.10839448 c2 norm of grad 858.29324 c3 function movement 99999450. c4 grad*direc 59.968508 bhhh method estimates... ********************* --------------------- parameter names : alpha beta gamma coefficient estimates: -0.031520121 0.88967114 -0.070820353 t-statistics : -0.56340074 27.852620 -7.6160036 --------------------- elapsed time: 0.00000000 secs » LM/score statistics: 59.968508 Pvalue Chi2(2): 9.5061360e-014 »